AGGA vs. COMT
AGGA (Astoria Dynamic Core US Fixed Income ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - AGGA is a Multisector Bonds fund actively managed by Astoria, while COMT is a Commodities fund actively managed by iShares. Both are actively managed. Over the past year, AGGA returned 4.85% vs 47.51% for COMT. At a correlation of -0.37, they often move in opposite directions. AGGA charges 0.55%/yr vs 0.48%/yr for COMT.
Performance
AGGA vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, AGGA achieves a 0.77% return, which is significantly lower than COMT's 39.67% return.
AGGA
- 1D
- -0.14%
- 1M
- 0.26%
- YTD
- 0.77%
- 6M
- 0.81%
- 1Y
- 4.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- 0.78%
- 1M
- -4.35%
- YTD
- 39.67%
- 6M
- 39.06%
- 1Y
- 47.51%
- 3Y*
- 16.86%
- 5Y*
- 13.50%
- 10Y*
- 9.09%
AGGA vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AGGA Astoria Dynamic Core US Fixed Income ETF | 0.77% | 4.36% |
COMT iShares Commodities Select Strategy ETF | 39.67% | 10.35% |
Correlation
The correlation between AGGA and COMT is -0.38, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.38 |
Correlation (All Time) Calculated using the full available price history since May 2, 2025 | -0.37 |
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Return for Risk
AGGA vs. COMT — Risk / Return Rank
AGGA
COMT
AGGA vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Astoria Dynamic Core US Fixed Income ETF (AGGA) and iShares Commodities Select Strategy ETF (COMT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AGGA | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.40 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.32 | 5.95 | -2.63 |
| Martin ratioReturn relative to average drawdown | 13.36 | 14.11 | -0.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGGA | COMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.24 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.64 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.17 | 0.20 | +1.97 |
Drawdowns
AGGA vs. COMT - Drawdown Comparison
The maximum AGGA drawdown since its inception was -1.47%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for AGGA and COMT.
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Drawdown Indicators
| AGGA | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.47% | -51.89% | +50.42% |
Max Drawdown (1Y)Largest decline over 1 year | -1.47% | -8.02% | +6.55% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.31% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -0.25% | -4.82% | +4.57% |
Average DrawdownAverage peak-to-trough decline | -0.22% | -24.07% | +23.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 3.38% | -3.02% |
Volatility
AGGA vs. COMT - Volatility Comparison
The current volatility for Astoria Dynamic Core US Fixed Income ETF (AGGA) is 0.72%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.37%. This indicates that AGGA experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGGA | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.72% | 7.37% | -6.65% |
Volatility (6M)Calculated over the trailing 6-month period | 1.57% | 18.80% | -17.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.13% | 21.29% | -19.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.20% | 21.06% | -18.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.20% | 18.89% | -16.69% |
AGGA vs. COMT - Expense Ratio Comparison
AGGA has a 0.55% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
AGGA vs. COMT - Dividend Comparison
AGGA's dividend yield for the trailing twelve months is around 4.26%, less than COMT's 5.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGGA Astoria Dynamic Core US Fixed Income ETF | 4.26% | 2.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COMT iShares Commodities Select Strategy ETF | 5.54% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
Frequently Asked Questions
AGGA and COMT have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (7.37%) compared to AGGA (0.72%). In terms of maximum drawdown, AGGA dropped -1.47% vs COMT's -51.89%.
On 1-year performance, COMT leads with 47.51% vs 4.85% for AGGA. On fees, COMT is cheaper at 0.48% per year. On volatility, AGGA has been the lower-risk option at 0.72%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, COMT has performed better with a 47.51% return vs 4.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COMT is cheaper with a 0.48% expense ratio, compared with 0.55% for AGGA.
COMT has the higher dividend yield at 5.54%, compared with 4.26% for AGGA.
AGGA is categorized as Multisector Bonds, while COMT is Commodities. They also come from different issuers: Astoria and iShares. Their fees differ too: 0.55% for AGGA and 0.48% for COMT.
AGGA currently has the higher Sharpe Ratio (2.28 vs 2.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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